Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equatio

• 作 者: Shuaibin GAO Junhao HU Li TAN Chenggui YUAN
• 机 构: School of Mathematics and Statistics,South-Central University for Nationalities,Wuhan 430074,China;S
• 出 处: 中国数学前沿
• 发表日期: 2021年2期
• 关键词: Truncated Euler-Maruyama method stochastic differential delay equations Poisson

We study a class of super-linear stochastic differential delay equations with Poisson jumps(SDDEwPJs).The convergence and rate of the convergence of the truncated Euler-Maruyama numerical solutions to SDDEwPJs are investigated under the generalized Khasminskii-type condition.